Anic Equity¶

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Total return since start: 0.58 %¶

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Equity now: -----------------------------> 48261.47 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46060.83 Kr¶

PnL: ---------------------------------------> -2161.42 Kr¶

DD now: ---------------------------------> -7.319 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 13:58:24.655990'

Anic Portfolio¶

This Week¶

Return: -0.406 %¶

Total¶

Return: 58.038 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.730000 832.950000 134.950000 19.330000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Stillfront Group 38 -2.620000 706.800000 20.800000 3.030000 686.000016
Tietoevry 2 -2.060000 648.000000 10.000000 1.570000 638.000000
Vitec Software Group B 1 -1.930000 493.800000 8.800000 1.810000 485.000000
Tobii Dynavox 109 -2.250000 2727.730000 5.730000 0.210000 2721.999993
MEKO 13 -2.280000 1558.700000 4.700000 0.300000 1554.000006
Nordisk Bergteknik B 130 -3.170000 4166.500000 2.500000 0.060000 4163.999970
SKF A 3 -4.250000 587.400000 -5.600000 -0.940000 593.000001
G5 Entertainment 3 -1.570000 565.800000 -6.200000 -1.080000 572.000001
SKF B 3 -4.220000 588.750000 -7.250000 -1.220000 596.000001
Mycronic 3 -3.500000 644.400000 -7.600000 -1.170000 651.999999
ASSA ABLOY B 2 -1.920000 500.800000 -13.200000 -2.570000 514.000000
Addnode Group B 6 -2.610000 695.400000 -13.600000 -1.920000 709.000002
Embracer Group B 14 -5.480000 671.440000 -17.560000 -2.550000 689.000004
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
ITAB Shop Concept 56 -3.720000 666.400000 -24.600000 -3.560000 691.000016
Husqvarna A 7 -3.870000 608.300000 -24.700000 -3.900000 632.999997
Loomis 6 -2.440000 2017.200000 -25.800000 -1.260000 2043.000000
Fastighetsbolaget Emilshus B 23 23.370000 666.540000 -28.460000 -4.090000 694.999993
Fastighetsbolag. Emilshus Pref 21 -3.060000 532.350000 -29.650000 -5.280000 562.000005
Husqvarna B 7 -3.740000 609.560000 -30.440000 -4.760000 639.999997
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Avanza Bank Holding 2 -7.110000 475.800000 -35.200000 -6.890000 511.000000
Swedbank A 3 -3.620000 575.550000 -42.450000 -6.870000 618.000000
Arion Banki SDB 61 -2.370000 653.920000 -43.080000 -6.180000 697.000030
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Lagercrantz Group B 5 -3.540000 558.500000 -48.500000 -7.990000 607.000000
Collector Bank 29 -7.160000 1180.300000 -53.700000 -4.350000 1233.999996
Dustin Group 18 -4.780000 609.840000 -60.160000 -8.980000 669.999996
Mips 1 -3.410000 467.100000 -61.900000 -11.700000 529.000000
Nordea Bank Abp 30 -4.110000 3697.200000 -65.800000 -1.750000 3762.999990
AFRY 3 -3.200000 517.200000 -77.800000 -13.080000 594.999999
Viaplay Group B 4 -5.820000 944.400000 -92.600000 -8.930000 1037.000000
RVRC Holding 17 -4.310000 543.660000 -139.340000 -20.400000 683.000007
Beijer Alma B 9 -2.660000 1813.500000 -140.500000 -7.190000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.670000 3529.600000 -608.400000 -14.700000 4138.000000
TOTAL 46073.890000 -2148.360000 -7.29366% 48222.250041

Updated:¶

'2023-03-13 13:57:45.457933'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶